Finely chop the spinach and place in a colander set over a bowl. Sprinkle it with salt and toss to combine.
Leave the spinach for about ten minutes to wilt while you chop the dill and prep the salmon. Squeeze the spinach using your hands or place in a cheesecloth to get rid of excess liquid. You want it to be dry so it won’t cause the puff pastry to be soggy.
Place the mascarpone, dill, spinach, lemon zest, lemon juice and feta in a bowl and stir well to combine. You want the filling to be smooth and spreadable.
Prepare the salmon
Pat the salmon dry and season with salt, pepper and dried dill.
Assemble the Salmon Wellington
Roll out the pastry, keeping it on the paper it came wrapped in. Leave a 2 inch space in from the long edge and spread half of the filling into a rectangle the same size as the salmon.
Place the salmon fillet on top, then spread the remaining filling on top.
Brush the edges of the pastry around the salmon with the egg wash. Fold the pastry over the salmon and press to seal, making sure there are no pockets of air.
Trim any excess pastry, using any leftover scraps to patch any gaps in the salmon parcel or to cut into decorations.
Crimp the edge with a fork or your fingers. Brush with the egg wash and use a spoon to make a decorative pattern over the top, if you like.
Bake and serve
Preheat the oven to 400°F (200°C) and place the rack in the middle.
Place the salmon Wellington on a baking tray and bake for 35-40 minutes or until golden.
Leave the salmon to cool down for at least 15 minutes before slicing with a serrated bread knife. Serve with steamed vegetables or a green salad.
Video
Notes
Prep ahead: assemble your salmon Wellington and store in the fridge up to 3 hours before cooking. Alternatively you can freeze it for up to 3 months, well wrapped, and cook from frozen. Bake for 40-45 minutes at 400°F (200°C).To reheat: salmon Wellington reheats beautifully. If you have an air fryer, reheat it for 10 minutes at 350°F (180°C) or until warmed through. Alternatively reheat in the oven at the same setting. I would not recommend using the microwave as it can ruin the puff pastry.